lm {base} | R Documentation

## Fitting Linear Models

### Description

`lm` is used to fit linear models. It can be used to carry out regression, single stratum analysis of variance and analysis of covariance (although `aov` may provide a more convenient interface for these).

### Usage

    lm(formula, data, subset, weights, na.action,
       method = "qr", model = TRUE, x = FALSE, y = FALSE, qr = TRUE,
       singular.ok = TRUE, contrasts = NULL, offset = NULL, ...)

### Arguments

`formula` | a symbolic description of the model to be fit. The details of model specification are given below.
`data` | an optional data frame containing the variables in the model. By default the variables are taken from `environment(formula)`, typically the environment from which `lm` is called.
`subset` | an optional vector specifying a subset of observations to be used in the fitting process.
`weights` | an optional vector of weights to be used in the fitting process. If specified, weighted least squares is used with weights `weights` (that is, minimizing `sum(w*e^2)`); otherwise ordinary least squares is used.
`na.action` | a function which indicates what should happen when the data contain `NA`s. The default is set by the `na.action` setting of `options`, and is `na.fail` if that is unset. The “factory-fresh” default is `na.omit`.
`method` | the method to be used; for fitting, currently only `method="qr"` is supported; `method="model.frame"` returns the model frame (the same as with `model = TRUE`, see below).
`model, x, y, qr` | logicals. If `TRUE` the corresponding components of the fit (the model frame, the model matrix, the response, the QR decomposition) are returned.
`singular.ok` | logical. If `FALSE` (the default in S but not in R) a singular fit is an error.
`contrasts` | an optional list. See the `contrasts.arg` of `model.matrix.default`.
`offset` | this can be used to specify an a priori known component to be included in the linear predictor during fitting. An `offset` term can be included in the formula instead or as well, and if both are specified their sum is used.
`...` | additional arguments to be passed to the low level regression fitting functions (see below).

### Details

Models for `lm` are specified symbolically. A typical model has the form `response ~ terms` where `response` is the (numeric) response vector and `terms` is a series of terms which specifies a linear predictor for `response`. A terms specification of the form `first + second` indicates all the terms in `first` together with all the terms in `second` with duplicates removed. A specification of the form `first:second` indicates the set of terms obtained by taking the interactions of all terms in `first` with all terms in `second`. The specification `first*second` indicates the cross of `first` and `second`. This is the same as `first + second + first:second`. If `response` is a matrix a linear model is fitted to each column of the matrix. See `model.matrix` for some further details.

`lm` calls the lower level functions `lm.fit`, etc, see below, for the actual numerical computations. For programming only, you may consider doing likewise.

### Value

`lm` returns an object of `class` `"lm"` or for multiple responses of class `c("mlm", "lm")`.
The functions `summary` and `anova` are used to obtain and print a summary and analysis of variance table of the results. The generic accessor functions `coefficients`, `effects`, `fitted.values` and `residuals` extract various useful features of the value returned by `lm`.
An object of class `"lm"` is a list containing at least the following components:

`coefficients` | a named vector of coefficients
`residuals` | the residuals, that is response minus fitted values.
`fitted.values` | the fitted mean values.
`rank` | the numeric rank of the fitted linear model.
`weights` | (only for weighted fits) the specified weights.
`df.residual` | the residual degrees of freedom.
`call` | the matched call.
`terms` | the `terms` object used.
`contrasts` | (only where relevant) the contrasts used.
`xlevels` | (only where relevant) a record of the levels of the factors used in fitting.
`y` | if requested, the response used.
`x` | if requested, the model matrix used.
`model` | if requested (the default), the model frame used.

In addition, non-null fits will have components `assign`, `effects` and (unless not requested) `qr` relating to the linear fit, for use by extractor functions such as `summary` and `effects`.

### Note

Offsets specified by `offset` will not be included in predictions by `predict.lm`, whereas those specified by an offset term in the formula will be.

### Author(s)

The design was inspired by the S function of the same name described in Chambers (1992). The implementation of model formula by Ross Ihaka was based on Wilkinson & Rogers (1973).

### References

Chambers, J. M. (1992) Linear models. Chapter 4 of Statistical Models in S eds J. M. Chambers and T. J. Hastie, Wadsworth & Brooks/Cole.

Wilkinson, G. N. and Rogers, C. E. (1973) Symbolic descriptions of factorial models for analysis of variance. Applied Statistics, 22, 392–9.

### See Also

`summary.lm` for summaries and `anova.lm` for the ANOVA table; `aov` for a different interface.

The generic functions `coefficients`, `effects`, `residuals`, `fitted.values`.

`predict.lm` (via `predict`) for prediction, including confidence and prediction intervals.

`lm.influence` for regression diagnostics, and `glm` for generalized linear models.

The underlying low level functions, `lm.fit` for plain, and `lm.wfit` for weighted regression fitting.

### Examples

    ## Annette Dobson (1990) "An Introduction to Generalized Linear Models".
    ## Page 9: Plant Weight Data.
    ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
    trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
    group <- gl(2,10,20, labels=c("Ctl","Trt"))
    weight <- c(ctl, trt)
    anova(lm.D9 <- lm(weight ~ group))
    summary(lm.D90 <- lm(weight ~ group - 1))# omitting intercept
    summary(resid(lm.D9) - resid(lm.D90)) #- residuals almost identical

    opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
    plot(lm.D9, las = 1)      # Residuals, Fitted, ...
    par(opar)

    ## model frame :
    stopifnot(identical(lm(weight ~ group, method = "model.frame"),
                        model.frame(lm.D9)))

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